By Sea

There are 8 passengers transport ports in Shenzhen. Among them, Shekou Port, located in the south part of Nanshan District in Shenzhen City is the most convenient one with four regular lines to and from Zhuhai, Macau, Hong Kong and Hong Kong International Airport, as well as some nonscheduled lines between Shenzhen City and islands around the city.
Bus routes to Shekou Port in Shenzhen city: 113, K113, 226, 204, K204, 331, 31, 332, 329, 328, 355

Four main lines:
Shenzhen-Zhuhai (an hour; CNY80 per person and CNY40 for the elder above 65 years' old and Children)
Shenzhen→Zhuhai: From 07:30 to 20:30, once for every half an hour
Zhuhai→Shenzhen: From 08:00 to 20:30, once for every half an hour

Shenzhen-Macau
Shenzhen←→New Macau Maritime Ferry Terminal (about 55 minutes; common seat: CNY125 per person and CNY75 per child; first-class seat: CNY150 per person and CNY100 per child)
Shenzhen→New Macau Maritime Ferry Terminal: 10:30, 16:45
New Macau Maritime Ferry Terminal→Shenzhen: 12:00, 18:00
Shenzhen←→Macau Interior Harbor (about 1 hour and 20 minutes)
Shenzhen→Macau Interior Harbor (Yuetong Port): 08:15, 09:45, 11:45, 14:15, 15:45, 18:30 (CNY125 per person and CNY65 per child)
Macau Interior Harbor (Yuetong Port)→Shenzhen: 10:00, 12:30, 14:00, 16:30, 18:15, 20:15 (CNY125 per person and CNY75 per child)

Shenzhen-Hong Kong (about an hour)
Shenzhen→HK Central: 07:45, 10:15, 12:00, 14:00, 16:30, 19:45, 21:30
HK Central→Shenzhen: 09:00, 11:30, 13:15, 15:15, 18:00, 21:00
Shenzhen→HK Kowloon: 08:30, 09:00, 11:00, 14:45, 16:00, 17:30
HK Kowloon→Shenzhen: 07:45, 09:45, 10:30, 13:30, 16:00, 17:30, 19:00
Fare: At daytime, CNY115 for economy cabin and CNY155 for first-class cabin;
At night, CNY135 for economy cabin and CNY 180 for first class cabin;
CNY80 for child under six years' old;

Shenzhen-HK International Airport (about half an hour)
Shenzhen→HK International Airport: 07:45, 08:45, 10:00, 11:15, 12:15, 13:30, 14:30, 15:30, 17:30, 18:30, 19:30, 20:15
Fare: First-class cabin: CNY270 per person and CNY140 for child;
Economy cabin: CNY240 per person and CNY130 for child;
HK International Airport→Shenzhen: 09:00,10:15,11:00, 12:30, 13:30, 14:30, 15:30, 16:30, 17:30, 18:30, 19:30, 20:30, 21:20
Fare: 220HKD (about CNY223) per person for the first-class cabin;
200HKD (about CNY203) per person for the economy cabin